Model: | Ratio |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
RSI Period: | 20 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 50000.00 | Final Equity: | 56954.06 |
Total net P/L: | 6954.06 | Total ROI: | 13.91 % |
CAGR: | 11.98 % | Max. DD: | 11.86 % |
System Score: | 8.315 | Sharpe Ratio: | 0.756 |
Start Date: | 2019-11-26 | End Date: | 2021-01-19 |
Total days: | 420 | ||
Commissions: | 219.79 | Comm.% P/L | 3.06 % |
Total Transactions: | 36 | Log. Linearity: | 88.535 % |
Total | Long | Short | BFS-D | BFS-E | |
---|---|---|---|---|---|
Total Profit/Loss | 7173.85 | 1787.40 | 5386.45 | 1435.58 | 5738.27 |
Total Profit | 7173.85 | 1787.40 | 5386.45 | 8240.02 | 11700.68 |
Total Loss | 0.00 | 0.00 | 0.00 | 6804.45 | 5962.41 |
Profit Factor | 0.00 | 0.00 | 0.00 | 1.21 | 1.96 |
Trades | 9 | 2 | 7 | 9 | 9 |
Winning Trades | 9 | 2 | 7 | 6 | 6 |
Losing Trades | 0 | 0 | 0 | 3 | 3 |
% Profitable | 100.00 | 100.00 | 100.00 | 66.00 | 66.00 |
Profit/Loss Per Trade % | 1.50 | 1.69 | 1.45 | 0.13 | 0.97 |
Profit Per Trade % | 1.50 | 1.69 | 1.45 | 2.58 | 3.59 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 4.24 | 3.79 |
Days In Trade | 89 | 16 | 73 | 89 | 89 |
Days In Trade (Avg. Per Trade) | 9.89 | 8.00 | 10.43 | 9.89 | 9.89 |
% Days In Trade | 21.19 | 3.81 | 17.38 | 21.19 | 21.19 |